Module 1 - Introduction to Optimization Problems

Overview and Deliverables

Learning Objectives

  • You will learn about how optimization problems are formalized and the terminology used to describe them
  • Ubiquity of Optimization problems in data science
  • We will define several important classes of optimization problems:
    • Unconstrained versus Constrained
    • Convex versus Non-Convex
    • Global versus Local
  • Why optimization is hard

Readings

Chapter 1 Introduction to Algorithms for Data Mining and Machine Learning

Chapter 1 of Convex Optimization

If you want to brush up on your linear algebra skills:

Essential Linear Algebra for Machine Learning

Appendix A1, A3-A5 of Convex Optimization

The mathematical level of those appendices are above what I expect from you in the course, I think the essential linear algebra notes are less intimidating.